ARCH Models and Financial Applications - Springer Series in Statistics - Christian Gourieroux - Books - Springer-Verlag New York Inc. - 9781461273141 - October 6, 2012
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ARCH Models and Financial Applications - Springer Series in Statistics Softcover reprint of the original 1st ed. 1997 edition

Christian Gourieroux

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ARCH Models and Financial Applications - Springer Series in Statistics Softcover reprint of the original 1st ed. 1997 edition

time series models, which allow for aquite exhaustive studyoftheunderlyingdynamics. Itisthereforepossibletoreexamineanumberof classicalquestions like the random walkhypothesis, prediction intervals building, presenceoflatentvariables [factors] etc., and to test the validity ofthe previously established results.


229 pages, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released October 6, 2012
ISBN13 9781461273141
Publishers Springer-Verlag New York Inc.
Pages 229
Dimensions 155 × 235 × 13 mm   ·   344 g
Language English  

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